The dynamics of hedge fund performance
Year of publication: |
2015
|
---|---|
Authors: | Darolles, Serge ; Gouriéroux, Christian ; Teïletche, Jérôme |
Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 85-113
|
Subject: | Welt | World | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Anlageverhalten | Behavioural finance |
-
Regime-dependent nonlinear analysis of hedge funds
Viebig, Jan, (2011)
-
On the dynamics of hedge fund strategies
Li, Cai, (2012)
-
Peltomälo, Jarkko, (2013)
- More ...
-
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge, (1997)
-
L-performance with an application to hedge funds
Darolles, Serge, (2009)
-
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge, (2010)
- More ...